Anic Equity¶

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Total return since start: 0.6 %¶

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Equity now: -----------------------------> 48874.67 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42191.07 Kr¶

PnL: ---------------------------------------> -242.21 Kr¶

DD now: ---------------------------------> -7.993 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 15:04:50.324389'

Anic Portfolio¶

This Week¶

Return: -0.881 %¶

Total portfolio value¶

Return including deposits: 59.985 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.350000 1660.860000 193.320000 13.170000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
HEXPOL B 9 0.170000 1030.500000 12.600000 1.240000 1017.900000
BioGaia B 8 1.210000 939.200000 11.200000 1.210000 928.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
JM 6 0.840000 869.400000 7.200000 0.840000 862.200000
Catena 2 0.760000 795.600000 6.000000 0.760000 789.600000
Atrium Ljungberg B 5 0.590000 938.500000 5.500000 0.590000 933.000000
Orrön Energy 180 0.090000 2042.100000 4.500000 0.220000 2037.600000
Platzer Fastigheter Holding B 12 0.380000 962.400000 3.600000 0.380000 958.800000
Sagax B 4 0.380000 855.200000 3.200000 0.380000 852.000000
ASSA ABLOY B 3 0.120000 777.900000 0.900000 0.120000 777.000000
Hexatronic Group 12 -0.100000 963.600000 -0.960000 -0.100000 964.560000
AcadeMedia 8 -0.730000 399.840000 -1.360000 -0.340000 401.200000
Bilia A 8 -0.360000 896.000000 -1.600000 -0.180000 897.600000
Clas Ohlson B 12 -0.250000 968.400000 -2.400000 -0.250000 970.800000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
EQT 4 -1.010000 821.200000 -8.400000 -1.010000 829.600000
Biotage 7 -0.890000 931.000000 -8.400000 -0.890000 939.400000
SKF B 5 -1.010000 928.500000 -9.500000 -1.010000 938.000000
OX2 13 -1.030000 937.950000 -9.750000 -1.030000 947.700000
Gränges 9 -1.170000 915.300000 -10.800000 -1.170000 926.100000
Addnode Group B 11 -1.200000 907.500000 -11.000000 -1.200000 918.500000
Byggmax Group 33 -1.310000 941.820000 -12.540000 -1.310000 954.360000
Alimak Group 11 -2.020000 907.500000 -18.700000 -2.020000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.120000 820.000000 -35.200000 -4.120000 855.200000
Vitec Software Group B 2 -3.690000 1044.000000 -40.000000 -3.690000 1084.000000
Indutrade 5 -3.660000 1170.000000 -44.500000 -3.660000 1214.500000
Bufab 3 -4.280000 1059.000000 -47.400000 -4.280000 1106.400000
INVISIO 16 -1.520000 3624.000000 -56.000000 -1.520000 3680.000000
Hexagon B 26 -1.660000 3394.300000 -57.200000 -1.660000 3451.500000
BHG Group 97 -6.260000 1364.790000 -90.210000 -6.200000 1455.000000
TOTAL 42186.410000 -246.870000 -8.00322% 42433.280000

Updated:¶

'2023-07-03 15:02:41.828773'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶